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Electricity spot and forward prices
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Extended incomplete Goodwin-Staton integral
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A structural risk-neutral model for pricing and hedging power derivatives
Aid, René
;
Campi, Luciano
;
Langrené, Nicolas
-
HAL
-
2010
in Aid et al. (2009). In particular a
scarcity
function
is introduced to allow important deviations of the spot price …
Persistent link: https://www.econbiz.de/10008793959
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2
A Structural Risk-Neutral Model for Pricing and Hedging Power Derivatives
Langrené, Nicolas
;
Campi, Luciano
;
Aïd, René
-
Université Paris-Dauphine (Paris IX)
-
2013
in Aïd et al. In particular, a
scarcity
function
is introduced to allow important deviations of the spot price from the …
Persistent link: https://www.econbiz.de/10011073663
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